At certain points in Bob's life, when he felt particularly bleak and hopeless, he tried to simply go through the motions and not think about anything. When Bob didn't think, he didn't have to reflect about the mistakes he made, or about how unhappy he was. Perhaps this was why everyone else in the world was so ignorant and stupid: because a lack of thought meant a lack of emotional pain.
Bob had sometimes done this during his time on Krusty's show: he would make his mind go blank whenever Krusty humiliated him, so as not to dwell on the rage he felt at the clown. It didn't always work, but Bob nevertheless tried this tactic again during his numerous stints in prison. He would just stand still and make licence plates, staring straight ahead and doing nothing but pull the lever when necessary.
Occasionally, a thought would worm its way into Bob's blank mind. A nasty voice would tell Bob that he could never be happy, especially not after driving his family away in pursuit of vengeance. Bob sometimes agreed with the voice, and wondered if his life would improve if he let go of his hatred for Bart.
He could try another shot at an honest life, for as the saying went, "Third time's the charm." Still, there would always be the chance that something or someone could come along and ruin everything. With his luck, it would be a certainty, not a mere chance. Bob had to face the facts: he was doomed to a life of misery. The universe needed a punching bag, and that punching bag was Bob.
Bob's feelings and experiences probably weren't much different from those who were comparatively sane and law-abiding, but Bob had always possessed higher expectations for his life than those of the common people. That meant he had farther to fall when he couldn't live up to them.
Yes, sometimes it was best not to think, especially about being happy. True happiness was always such an elusive thing. As Bob had once told Homer, "Existence is suffering, and the cause of suffering is desire." So long as Bob desired anything, he would be miserable. Why bother to want anything? He'd never have anything.